Ch 6.

6:  The Convolution Integral  
Sometimes it is possible to write a Laplace transform H(s) as
H(s) = F(s)G(s), where F(s) and G(s) are the transforms of
known functions f and g, respectively.
In this case we might expect H(s) to be the transform of the
product of f and g. That is, does
H(s) = F(s)G(s) = L{f }L{g} = L{f g}?
On the next slide we give an example that shows that this
equality does not hold, and hence the Laplace transform
cannot in general be commuted with ordinary multiplication.
In this section we examine the convolution of f and g, which
can be viewed as a generalized product, and one for which the
Laplace transform does commute.
Example 1  
Let f (t) = 1 and g(t) = sin(t). Recall that the Laplace
Transforms of f and g are
1 1
L{ f (t )} = L{ 1 } = , L{ g (t ) } = L{ sin t } = 2
s s +1
Thus
1
L{ f (t ) g (t )} = L{ sin t } =
s2 +1
and
1
L{ f (t ) } L{ g (t ) } = 2
(
s s +1 )
Therefore for these functions it follows that
L{ f (t ) g (t )} ≠ L{ f (t ) } L{ g (t ) }
Theorem 6.6.1
Suppose F(s) = L{f (t)} and G(s) = L{g(t)} both exist for
s > a ≥ 0. Then H(s) = F(s)G(s) = L{h(t)} for s > a, where
t t
h(t ) = ∫ f (t − τ ) g (τ )dτ = ∫ f (t ) g (t − τ )dτ
0 0

The function h(t) is known as the convolution of f and g and

the integrals above are known as convolution integrals.

Note that the equality of the two convolution integrals can be

seen by making the substitution u = t - τ.
The convolution integral defines a “generalized product” and
can be written as h(t) = ( f *g)(t). See text for more details.
 Theorem 6.6.1 Proof Outline
∞ ∞
F ( s )G ( s ) = ∫ e − su
f (u )du ∫ e − sτ g (τ )dτ
0 0
∞ ∞
= ∫ g (τ )dτ ∫ e − s (τ +u ) f (u )du
0 0
∞ ∞
= ∫0
g (τ )dτ ∫ e − st f (t − τ )dt
τ
(t = τ + u )
∞ ∞
=∫ ∫τ e − st g (τ ) f (t − τ )dtdτ
0
∞ t
=∫ ∫ e − st f (t − τ )g (τ )dτ dt
0 0

= ∫ e ∫ f (t − τ ) g (τ )dτ  dt

∞ t
− st
0  0 
= L{ h(t )}
Example 2
Find the Laplace Transform of the function h given below.
t
h(t ) = ∫ (t − τ ) sin 2τdτ
0

Solution: Note that f (t) = t and g(t) = sin2t, with

1
F ( s ) = L{ f (t )} = L{t} = 2
s
2
G ( s ) = L{g (t )} = L{sin 2t} = 2
s +4
Thus by Theorem 6.6.1,
2
L{ h(t )} = H ( s) = F ( s )G ( s ) =
(
s2 s2 + 4 )
Example 3: Find Inverse Transform (1 of 2)

Find the inverse Laplace Transform of H(s), given below.

2
H (s) =
s 2 ( s − 2)
Solution: Let F(s) = 2/s2 and G(s) = 1/(s - 2), with
f (t ) = L−1{ F ( s)} = 2t
g (t ) = L−1{ G ( s)} = e 2t
Thus by Theorem 6.6.1,

L { H ( s )} = h(t ) = 2 ∫ (t − τ )e 2τ dτ
t
−1
0
Example 3: Solution h(t) (2 of 2)

We can integrate to simplify h(t), as follows.

t t t
h(t ) = 2 ∫ (t − τ )e dτ = 2 t ∫ e dτ − 2∫ τ e 2τ dτ
2τ 2τ
0 0 0

= te 2τ t 
− τe 2τ t
− ∫ e 2τ dτ 
t

0  0 0 

[ ]  1
[
= t e 2t − 1 − t e 2t − e 2t − 1 

]
 2 
1 1
= te 2t − t − t e 2t + e 2t −
2 2
1 1
= e 2t − t −
2 2
Example 4: Initial Value Problem (1 of 4)

Find the solution to the initial value problem

y′′ + 4 y = g (t ), y (0) = 3, y′(0) = −1
Solution:
L{ y′′} + 4 L{ y} = L{g (t )}
or
[ s L{ y} − sy(0) − y′(0)] + 4L{ y} = G(s)
2

Letting Y(s) = L{y}, and substituting in initial conditions,

(s 2
+ 4 ) Y ( s ) = 3s − 1 + G ( s )

Thus 3s − 1 G ( s )
Y (s) = + 2
s +4 s +4
2
Example 4: Solution (2 of 4)

We have
3s − 1 G ( s )
Y (s) = 2 + 2
s +4 s +4
 s  1 2  1 2 
= 3 2  −  2  +  2  G ( s)
s + 4 2 s + 4 2 s + 4
Thus
1 1 t
y (t ) = 3 cos 2t − sin 2t + ∫ sin 2(t − τ ) g (τ )dτ
2 2 0
Note that if g(t) is given, then the convolution integral can
be evaluated.
 y′′ + 4 y = g (t ), y (0) = 3, y′(0) = −1
Example 4:
Laplace Transform of Solution (3 of 4)

Recall that the Laplace Transform of the solution y is

3s − 1 G ( s )
Y (s) = + 2 = Φ(s) + Ψ (s)
s +4 s +4
2

Note Φ (s) depends only on system coefficients and initial

conditions, while Ψ (s) depends only on system coefficients
and forcing function g(t).
Further, φ(t) = L-1{Φ (s)} solves the homogeneous IVP
y′′ + 4 y = 0, y (0) = 3, y′(0) = −1

while ψ(t) = L-1{Ψ (s)} solves the nonhomogeneous IVP

y′′ + 4 y = g (t ), y (0) = 0, y′(0) = 0
Example 4: Transfer Function (4 of 4)

Examining Ψ (s) more closely,

G (s) 1
Ψ ( s) = = H ( s )G ( s ), where H ( s ) =
s2 + 4 s2 + 4

The function H(s) is known as the transfer function, and

depends only on system coefficients.
The function G(s) depends only on external excitation g(t)
applied to system.
If G(s) = 1, then g(t) = δ(t) and hence h(t) = L-1{H(s)} solves
the nonhomogeneous initial value problem
y′′ + 4 y = δ (t ), y (0) = 0, y′(0) = 0
Thus h(t) is response of system to unit impulse applied at t = 0,
and hence h(t) is called the impulse response of system.
Input-Output Problem (1 of 3)

Consider the general initial value problem

ay′′ + by′ + cy = g (t ), y (0) = y0 , y′(0) = y0′
This IVP is often called an input-output problem. The
coefficients a, b, c describe properties of physical system,
and g(t) is the input to system. The values y0 and y0' describe
initial state, and solution y is the output at time t.
Using the Laplace transform, we obtain
[ ]
a s 2Y ( s ) − sy (0) − y′(0) + b[ sY ( s ) − y (0)] + cY ( s ) = G ( s )
or
(as + b) y0 + ay0′ G ( s)
Y (s) = + = Φ(s) + Ψ (s)
as + bs + c
2
as + bs + c
2
 ay′′ + by′ + cy = g (t ), y (0) = y0 , y′(0) = y0′

Laplace Transform of Solution (2 of 3)

We have
(as + b) y0 + ay0′ G ( s)
Y (s) = + = Φ(s) + Ψ (s)
as + bs + c
2
as + bs + c
2

As before, Φ (s) depends only on system coefficients and

initial conditions, while Ψ (s) depends only on system
coefficients and forcing function g(t).
Further, φ(t) = L-1{Φ (s)} solves the homogeneous IVP
ay′′ + by′ + cy = 0, y (0) = y0 , y′(0) = y0′
while ψ(t) = L-1{Ψ (s)} solves the nonhomogeneous IVP
ay′′ + by′ + cy = g (t ), y (0) = 0, y′(0) = 0
Transfer Function (3 of 3)
Examining Ψ (s) more closely,
G(s) 1
Ψ (s) = 2 = H ( s )G ( s ), where H ( s ) = 2
as + bs + c as + bs + c
As before, H(s) is the transfer function, and depends only on
system coefficients, while G(s) depends only on external
excitation g(t) applied to system.
Thus if G(s) = 1, then g(t) = δ(t) and hence h(t) = L-1{H(s)}
solves the nonhomogeneous IVP
ay′′ + by′ + cy = δ (t ), y (0) = 0, y′(0) = 0
Thus h(t) is response of system to unit impulse applied at t = 0,
and hence h(t) is called the impulse response of system, with
ψ (t ) = L { H ( s )G ( s )} = ∫ h(t − τ ) g (τ )dτ
t
−1
0